+230.2%
AU vs MUB
+76.3%
+153.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -0.3% | 0.0% | +0.1% |
| 30D | +12.8% | -1.5% | +14.3% | +15.2% |
| 3M | +28.5% | -1.9% | +30.4% | +32.1% |
| 6M | +4.8% | -1.7% | +6.5% | +7.9% |
| YTD | +31.0% | -0.8% | +31.7% | +33.2% |
| 1Y | +81.4% | +1.5% | +79.9% | +79.4% |
| 3Y | +618.4% | +8.8% | +609.7% | +555.6% |
| 5Y | +686.3% | +2.0% | +684.3% | +670.6% |
| 10Y | +664.5% | +18.0% | +646.6% | +587.0% |
| All | +230.2% | +76.3% | +153.9% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MUB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling